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Report NEP-ECM-2019-02-04
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Majid M. Al-Sadoon & Sergi Jiménez-Martín & Jose M. Labeaga, 2019, "Simple methods for consistent estimation of dynamic panel data sample selection models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1631, Jan.
- Hafner, C. & Linton, O. & Tang, H., 2018, "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1878, Sep.
- Mohitosh Kejriwal & Xuewen Yu, 2018, "Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1308, Dec.
- Merrick Li, Z. & Linton, O., 2019, "A ReMeDI for Microstructure Noise," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1908, Jan.
- Tullio, Federico & Bartolucci, Francesco, 2019, "Evaluating time-varying treatment effects in latent Markov models: An application to the effect of remittances on poverty dynamics," MPRA Paper, University Library of Munich, Germany, number 91459, Jan.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-08, Jan.
- Hong, S-Y. & Linton, O., 2018, "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1877, Jun.
- Linton, O. & Xiao, Z., 2019, "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1907, Jan.
- Dylan J. Foster & Vasilis Syrgkanis, 2019, "Orthogonal Statistical Learning," Papers, arXiv.org, number 1901.09036, Jan, revised Jun 2023.
- Linton, O. & Whang, Y-J. & Yen, Y., 2018, "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1880, Oct.
- Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019, "Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data," Papers, arXiv.org, number 1901.08280, Jan.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
- Leo Krippner, 2019, "Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-01, Jan.
- Sloczynski, Tymon, 2018, "Average Gaps and Oaxaca's Blinder Decompositions: A Cautionary Tale about Regression Estimates of Racial Differences in Labor Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 12041, Dec.
- MAO TAKONGMO, Charles Olivier, 2019, "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper, University Library of Munich, Germany, number 91709.
- Hervé Cardot & Antonio Musolesi, 2019, "Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0219, Jan, revised Jan 2019.
- Furuoka, Fumitaka, 2018, "A new causality test for the analysis of the export-growth nexus," MPRA Paper, University Library of Munich, Germany, number 91467, Dec.